Depo...wait gain...exercise...help!!!

well ive been skinny all my life! and no matter how much i eat i dont gain any wait! but every since april when i started the depo shot ive gained weight and i hate it! im 5"7 and in april when i first started i was 131 and when i got my weight checked friday i was 136! 5lbs in 4 months! but i was tryna see what would be a good regimen for me to go by so i can lose some of this weight?